geometric lag model

Related Overviews


'geometric lag model' can also refer to...


More Like This

Show all results sharing this subject:

  • Economics


Show Summary Details

Quick Reference

A version of the restricted lag model with an infinite number of lags in which the coefficients on the lagged variable are assumed to decline geometrically. It is used, for example, to model adaptive expectations. See also Koyck transformation.

Subjects: Economics.

Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.